+2.4%
AVGO vs Q
+75.3%
-72.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +2.1% |
| 7D | -0.3% | +6.7% | -7.0% | -2.8% |
| 30D | -13.8% | -10.6% | -3.2% | -10.2% |
| 3M | -6.9% | -14.6% | +7.7% | -1.9% |
| 6M | +11.9% | +12.1% | -0.1% | +6.9% |
| YTD | +6.9% | +51.3% | -44.4% | -9.7% |
| All | +2.4% | +75.3% | -72.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling